Composer · investment strategy
by Composer Technologies · via Composer
A hands‑off, equal‑split basket of four ETFs that all focus on the largest U.S. stocks—especially tech and recent winners. It starts 25% each and then drifts, making it a concentrated bet on mega‑cap growth and momentum.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
Buys 4 ETFs—QQQ, SPMO, IWY, XLG—split ~25% each. All four target the biggest U.S. companies (heavy on tech); SPMO favors recent winners. No rebalancing: positions drift, so winners can dominate. No timing or indicators. Returns mainly track mega‑cap tech leaders.
A hands‑off, equal‑split basket of four ETFs that all focus on the largest U.S. stocks—especially tech and recent winners. It starts 25% each and then drifts, making it a concentrated bet on mega‑cap growth and momentum.
Out-of-sample edge: ~54% annualized return, Sharpe ~2.63, Calmar ~14.13 - far above SPY's ~28% return and strong risk-adjusted performance. Drawdowns under 4% (comparable to SPY), with no timing or rebalancing; mega-cap leadership.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold, equal-weight, etf, mega-cap concentration, momentum tilt, no rebalancing, us large-cap growth | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.54% | ||
| Return, trailing 1 month (out-of-sample) | 3.48% | ||
| Return, trailing 1 year (out-of-sample) | 16.16% | ||
| Return, trailing 3 months (out-of-sample) | 2.66% |
| Calmar ratio, out-of-sample period (out-of-sample) | 14.13 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.84% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.63 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.35% |
Composer Technologies · Composer
Composer Technologies · Composer
